Machine learning in trading: theory, models, practice and algo-trading - page 687

 
Alexander_K2:

And time? I'm getting tired of saying that word.

It doesn't depend on time.

Dependence, naturally irrelevant, of course there is and it is:

People trade the standard way - against the trend - with a net and against the trend - with one order (when you're in the plus, that is).

I've found out after observing the volume of forex trading at the Chicago Foreign Exchange

The price goes strictly leveling the volumes, hence the wave

 
Renat Akhtyamov:

Found out after observing forex trading volumes on the Chicago Foreign Exchange

Forex has migrated to the Chicago exchange? Cool!

 
Evgeny Belyaev:

Forex has migrated to Chicago? Cool!

Wake up

Have you heard anything about CME?

 
Vitaly Muzichenko:

There is cyclicality, but it cannot be predicted by time. The price can go an hour, a day, or a month. It is possible to predict the price movement, but without time.

I even posted a chart once that confirms your words: I took the distances in bars between the reversals of ZZ and got approximately equal distribution for reversals from 15 to 50 bars.

But.

There is another cyclicality - it is trading activity at certain hours of the day and certain days of the week. Prices start to move more strongly in one direction or the other.

What is it?

 

More aggression, gentlemen, and more discontent with yourselves.

You have two weeks left to reaffirm your status as a quivering beast or a having a status.

 
SanSanych Fomenko:

What's this?

London-New York-Sydney-Tokyo with lunch breaks

 
SanSanych Fomenko:

I even posted a chart once that confirms your words: I took the distances in bars between the reversals of ZZ and got approximately equal distribution for reversals from 15 to 50 bars.

But.

There is another cyclicality - it is trading activity at certain hours of the day and certain days of the week. Prices start to move more strongly in one direction or the other.

What is this?

+

 
Vizard_:

Oh, Teacher! Pryuvete))) You're out of your mind again, aren't you? You're a magician, and you're the most important!)

In second place - Yusuf, third - Renat Akhtyamov, fourth - Fa........


Come on - how's it going with R? "Have you piled up the Grails?)

By the way, well done for asking. Just the same sea of questions, the case is worth :-(

I had installed Rstudio and was able to import the table file, but what to do next, I do not know.

1. How to make a vector from a column of a table with the name by column? In other words, I need to make vectors for all columns.

I can't figure out what to do..... I want to check some theory.

In general, the sense is that the last column in the table is a target. I need to compare each column to the target for multinformation. I want to see how much my inputs have output information.

I'm actually thinking of writing a script so that it calculates the entire table and saves the data in it, so that I can then spin the data in the excel.

Give me an example of how to make a vector from a column and how to make vectors for the whole table. Thanks!!!!

Here's an example of a table

Files:
Qwe.txt  27 kb
 
Mihail Marchukajtes:

By the way, good for you for asking. I have a lot of questions, it's worth it :-(.

I installed Rstudio and was able to import the table file, but what to do next I can't figure out.

1. How to make a vector from a column of a table with the name by column? In other words, I need to make vectors for all columns.

I can't figure out what to do..... I want to check some theory.

In general, the sense is that the last column in the table is a target. I need to compare each column to the target for multinformation. I want to see how much my inputs have output information.

I'm actually thinking of writing a script so that it calculates the entire table and saves the data in it, so that I can then spin the data in the excel.

Give me an example of how to make a vector from a column and how to make vectors for the whole table. Thanks!!!!

Here's an example of a table

The column is taken like this

LearnY<-MatrixLearnY[,i]

where i is the column number. I.e. all rows and the i-th column. And if MatrixLearnY[j,] - it takes the j-th row and all columns in it

 
elibrarius:

The column is taken as follows

LearnY<-MatrixLearnY[,i]

Where i is the column number. I.e. all rows and the i-th column. And if you set MatrixLearnY[j,] - it takes the j-th row and all columns in it

Thanks!!!! I'll try it now, I've already racked my brains :-)

Reason: